Asymptotic properties of HPD regions in the discrete case.

DOI10.1006/jmva.2001.2037zbMath1043.62009OpenAlexW2055295076MaRDI QIDQ1867130

Judith Rousseau

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/1997-20.pdf

zbMATH Keywords

latticedistributionasymptotic expansionlikelihood ratio statisticBartlett correctioncontinuity correctionhighest posterior density regions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Frequentist validity of highest posterior density regions in the multiparameter case
• Asymptotic approximations for the distributions of multinomial goodness- of-fit statistics
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• On the validity of the formal Edgeworth expansion
• Coverage properties of one-sided intervals in the discrete case and application to matching priors
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• On Bartlett adjustments for approximate Bayesian inference
• Asymptotic Approximations for the Probability that a Sum of Lattice Random Vectors Lies in a Convex Set
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